Uses of Interface
com.opengamma.strata.math.linearalgebra.Decomposition

Packages that use Decomposition

Package	Description
com.opengamma.strata.math.impl.linearalgebra
com.opengamma.strata.math.impl.rootfinding.newton
com.opengamma.strata.math.impl.statistics.leastsquare
com.opengamma.strata.math.rootfind	Root finding.

Uses of Decomposition in com.opengamma.strata.math.impl.linearalgebra

Classes in com.opengamma.strata.math.impl.linearalgebra that implement Decomposition

Modifier and Type	Class and Description
class	CholeskyDecompositionCommons This class is a wrapper for the Commons Math library implementation of Cholesky decomposition.
class	CholeskyDecompositionOpenGamma OpenGamma implementation of the Cholesky decomposition and its differentiation.
class	LUDecompositionCommons This class is a wrapper for the Commons Math3 library implementation of LU decomposition.
class	QRDecompositionCommons This class is a wrapper for the Commons Math library implementation of QR decomposition.
class	SVDecompositionCommons This class is a wrapper for the Commons Math library implementation of singular value decomposition.

Fields in com.opengamma.strata.math.impl.linearalgebra declared as Decomposition

Modifier and Type	Field and Description
static Decomposition<?>	DecompositionFactory.LU_COMMONS LUDecompositionCommons
static Decomposition<?>	DecompositionFactory.QR_COMMONS QRDecompositionCommons
static Decomposition<?>	DecompositionFactory.SV_COMMONS SVDecompositionCommons

Methods in com.opengamma.strata.math.impl.linearalgebra that return Decomposition

Modifier and Type	Method and Description
static Decomposition<?>	DecompositionFactory.getDecomposition(String decompositionName) Given a name, returns an instance of that decomposition method.

Methods in com.opengamma.strata.math.impl.linearalgebra with parameters of type Decomposition

Modifier and Type	Method and Description
static String	DecompositionFactory.getDecompositionName(Decomposition<?> decomposition) Given a decomposition method, returns its name.

Uses of Decomposition in com.opengamma.strata.math.impl.rootfinding.newton

Constructors in com.opengamma.strata.math.impl.rootfinding.newton with parameters of type Decomposition

Constructor and Description
BroydenVectorRootFinder(Decomposition<?> decomp) Creates an instance.
BroydenVectorRootFinder(double absoluteTol, double relativeTol, int maxSteps, Decomposition<?> decomp) Creates an instance.
InverseJacobianEstimateInitializationFunction(Decomposition<?> decomposition) Creates an instance.
JacobianDirectionFunction(Decomposition<?> decomposition) Creates an instance.
NewtonDefaultVectorRootFinder(double absoluteTol, double relativeTol, int maxSteps, Decomposition<?> decomp) Creates an instance.
ShermanMorrisonVectorRootFinder(double absoluteTol, double relativeTol, int maxSteps, Decomposition<?> decomp) Creates an instance.
ShermanMorrisonVectorRootFinder(double absoluteTol, double relativeTol, int maxSteps, Decomposition<?> decomp, MatrixAlgebra algebra) Creates an instance.

Uses of Decomposition in com.opengamma.strata.math.impl.statistics.leastsquare

Constructors in com.opengamma.strata.math.impl.statistics.leastsquare with parameters of type Decomposition

Constructor and Description
NonLinearLeastSquare(Decomposition<?> decomposition, MatrixAlgebra algebra, double eps)
NonLinearLeastSquareWithPenalty(Decomposition<?> decomposition) Constructor allowing matrix decomposition to be set.
NonLinearLeastSquareWithPenalty(Decomposition<?> decomposition, double eps) Constructor allowing matrix decomposition and convergence tolerance to be set.
NonLinearLeastSquareWithPenalty(Decomposition<?> decomposition, MatrixAlgebra algebra, double eps) General constructor.

Uses of Decomposition in com.opengamma.strata.math.rootfind

Methods in com.opengamma.strata.math.rootfind with parameters of type Decomposition

Modifier and Type	Method and Description
static NewtonVectorRootFinder	NewtonVectorRootFinder.broyden(double absoluteTol, double relativeTol, int maxSteps, Decomposition<?> decomposition) Obtains an instance of the Broyden root finder specifying the tolerances.